Table 1.
Percentiles | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Min | 1% | 5% | 10% | 25% | 50% | 75% | 90% | 95% | 99% | Max | Mean | SD | |
Moderate scenario, n = 500 | |||||||||||||
Correct models | |||||||||||||
[K1{G1(Z), ψ̂}]−1 | 1.07 | 1.08 | 1.10 | 1.11 | 1.13 | 1.18 | 2.64 | 2.85 | 2.97 | 3.21 | 3.48 | 1.87 | 0.78 |
[K2{G2(Z), ψ̂}]−1 | 1.14 | 1.20 | 1.24 | 1.27 | 1.37 | 3.02 | 4.92 | 43.27 | 44.19 | 66.07 | 146.59 | 9.44 | 15.65 |
[π{∞, Z, ψ̂}]−1 | 1.14 | 1.19 | 1.23 | 1.24 | 1.28 | 1.40 | 3.12 | 4.79 | 6.01 | 36.97 | 146.59 | 3.31 | 6.12 |
Inorrect models | |||||||||||||
[K1{G1(Z), ψ̂}]−1 | 1.00 | 1.04 | 1.08 | 1.12 | 1.24 | 1.49 | 2.01 | 2.95 | 3.92 | 7.46 | 50.0 | 1.89 | 1.46 |
[K2{G2(Z), ψ̂}]−1 | 1.01 | 1.17 | 1.35 | 1.51 | 1.95 | 2.98 | 5.56 | 12.19 | 21.46 | 71.28 | 1960.13 | 7.04 | 22.37 |
[π{∞, Z, ψ̂}]−1 | 1.01 | 1.13 | 1.26 | 1.37 | 1.64 | 2.18 | 3.33 | 5.75 | 8.52 | 22.74 | 815.62 | 3.50 | 7.57 |
Extreme scenario, n = 500 | |||||||||||||
Correct models | |||||||||||||
[K1{G1(Z), ψ̂}]−1 | 1.00 | 1.01 | 1.02 | 1.02 | 1.03 | 1.05 | 5.48 | 6.13 | 6.50 | 7.50 | 11.40 | 3.19 | 2.34 |
[K2{G2(Z), ψ̂}]−1 | 1.06 | 1.09 | 1.12 | 1.13 | 1.19 | 3.14 | 3.66 | 15.42 | 91.54 | 199.21 | 1333.93 | 13.79 | 41.12 |
[π{∞, Z, ψ̂}]−1 | 1.06 | 1.08 | 1.10 | 1.12 | 1.14 | 1.20 | 3.22 | 3.79 | 8.72 | 50.91 | 359.18 | 3.40 | 11.70 |
Inorrect models | |||||||||||||
[K1{G1(Z), ψ̂}]−1 | 1.00 | 1.01 | 1.01 | 1.02 | 1.09 | 1.48 | 3.50 | 12.04 | 28.20 | 159.82 | 156770.00 | 14.85 | 442.93 |
[K2{G2(Z), ψ̂}]−1 | 1.01 | 1.09 | 1.22 | 1.34 | 1.70 | 2.56 | 4.86 | 12.39 | 29.51 | 274.38 | 258602.00 | 36.10 | 1360.00 |
[π{∞, Z, ψ̂}]−1 | 1.01 | 1.07 | 1.15 | 1.23 | 1.43 | 1.86 | 2.88 | 5.61 | 9.49 | 43.22 | 240730.00 | 8.36 | 658.50 |